Keynote, Pages, Numbers collab links open in browser

Keynote, Pages, Numbers collab links are opening in the browser not in the native application. This is a new behavior, some few weeks ago, the behavior was clicking on the link of an iCloud shared document (Keynote, Pages, or Numbers) would open the finder or the native app which will load the document via the iCloud.

What has happened and more importantly, how can I restore back the native app functionality to avoid wasting extra time in collab link?